Dual representation of minimal supersolutions of convex BSDEs (Q297463)
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scientific article; zbMATH DE number 6598353
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| English | Dual representation of minimal supersolutions of convex BSDEs |
scientific article; zbMATH DE number 6598353 |
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Dual representation of minimal supersolutions of convex BSDEs (English)
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27 June 2016
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backward stochastic differential equations
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supersolutions
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convex duality
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cash-subadditive risk measures
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0.860910177230835
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0.857309877872467
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0.8333228230476379
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0.8059149384498596
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0.7975967526435852
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